Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (Q544488): Difference between revisions

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Revision as of 03:38, 4 July 2024

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Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
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    Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions (English)
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    15 June 2011
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    fractional Brownian motion
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    small times expansion
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    Laplace method
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    stochastic differential equation
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